+48.5%
FND vs FDS
+88.5%
-40.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.1% |
| 7D | -0.8% | -8.8% | +8.0% | +4.2% |
| 30D | -19.6% | -1.4% | -18.2% | -19.3% |
| 3M | -4.3% | +13.9% | -18.2% | -12.7% |
| 6M | -20.4% | +27.4% | -47.8% | -33.9% |
| YTD | -21.9% | -2.5% | -19.4% | -24.3% |
| 1Y | -45.2% | -23.8% | -21.4% | -38.3% |
| 3Y | -49.2% | -32.5% | -16.7% | -39.6% |
| 5Y | -61.8% | -23.2% | -38.6% | -58.3% |
| All | +48.5% | +88.5% | -40.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling